+264.9%
ICE vs EXPE
+123.5%
+141.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | +15.1% | -6.1% | +21.2% | +15.9% |
| 3M | +15.4% | -21.3% | +36.7% | +19.0% |
| 6M | +16.1% | +19.0% | -2.9% | +12.1% |
| YTD | +11.4% | -8.4% | +19.8% | +11.1% |
| 1Y | +18.5% | -2.8% | +21.3% | +16.9% |
| 3Y | +70.5% | +120.8% | -50.2% | +43.2% |
| 5Y | +40.9% | +46.2% | -5.3% | +22.4% |
| All | +264.9% | +123.5% | +141.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling